+17.8%
MUB vs LDOS
+278.0%
-260.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.9% | -5.4% | +4.6% | -0.7% |
| 30D | -1.4% | +4.9% | -6.3% | -1.6% |
| 3M | -2.2% | +7.2% | -9.3% | -2.4% |
| 6M | -1.9% | -24.2% | +22.4% | -1.1% |
| YTD | -0.8% | -25.8% | +25.0% | 0.0% |
| 1Y | +2.7% | -24.7% | +27.5% | +3.5% |
| 3Y | +8.6% | +39.3% | -30.7% | +6.5% |
| 5Y | +2.0% | +43.3% | -41.3% | -0.3% |
| All | +17.8% | +278.0% | -260.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling